Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412)

From MaRDI portal
Revision as of 10:08, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model
scientific article

    Statements

    Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (English)
    0 references
    30 March 2010
    0 references

    Identifiers